WATT Options History — February 2019 In February 2019, WATT traded between $3462.00 and $6492.00. ATM implied volatility averaged 114.9%, placing in the 58.3% IV rank vs the trailing year. The 30-day expected move averaged 32.9%. IV traded above realized volatility by 38.8% (HV 20d: 76.1%). Max pain ranged from $4500.00 to $6000.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.56.
Notable Days 2019-02-27 : Highest Volume — 26 contracts2019-02-27 : Largest IV drop — 32.6% change2019-02-25 : Highest IV Rank — 75.1%2019-02-25 : Largest Expected Move — 37.9%Monthly Statistics Metric Avg Min Max Open Close Price $5066.53 $3462.00 $6492.00 $4506.00 $3462.00 Max Pain $4736.84 $4500.00 $6000.00 $4500.00 $6000.00 ATM IV 114.9% 86.8% 132.3% 109.3% 86.8% Expected Move 32.9% 24.9% 37.9% 31.3% 24.9% HV 20d 76.1% 58.0% 152.3% 74.0% 152.3% HV 60d 134.5% 130.5% 154.2% 134.4% 154.2% IV Rank 58.3% 31.2% 75.1% 52.9% 31.2% IV Percentile 89.3% 68.3% 96.4% 88.1% 68.3% Term Structure -4.0% -19.6% 49.3% -0.9% 49.3% VWIV 119.0% 101.7% 138.4% 120.7% 103.7% Skew 25d 5.4% -11.4% 25.5% -3.9% 21.6% Skew 10d 0.7% -30.1% 42.8% -10.8% 33.2% Call IV 25d 114.5% 98.4% 126.9% 120.6% 98.4% Put IV 25d 119.8% 106.1% 148.6% 116.7% 119.9% Bid-Ask Spread % 26.92 11.46 46.23 37.91 22.05 Gamma HHI 0.16 0.13 0.19 0.14 0.16 Net GEX 142.8K 27.5K 240.0K 101.0K 27.5K Net DEX -8.8M -19.5M 1.7M -4.7M 1.7M Net VEX -110.1K -147.1K -63.0K -92.7K -63.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.10 3.50 0.70 0.37 Total Volume 8.158 3 26 3 8 Total OI 133.947 114 152 131 140
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-02-01 $4506.00 $4500.00 109.3% 31.3% 74.0% 52.9% 120.7% -3.9% -0.9% 101.0K -4.7M -92.7K 0.70 37.91 N/A N/A 2 1 100 31 2019-02-04 $4566.00 $4500.00 115.7% 31.3% 73.8% 59.0% 118.5% 25.5% -4.0% 103.6K -4.6M -92.4K 3.50 42.33 N/A N/A 1 2 100 32 2019-02-05 $4698.00 $4500.00 118.2% 35.1% 72.7% 61.5% 115.7% 24.3% 3.2% 113.2K -6.3M -102.8K 0.68 38.41 N/A N/A 4 3 101 33 2019-02-06 $4728.00 $4500.00 113.4% 32.5% 68.6% 56.8% 116.3% 4.8% -10.3% 121.6K -6.2M -101.0K 0.46 41.98 N/A N/A 2 1 103 33 2019-02-07 $4590.00 $4500.00 115.8% 33.2% 64.3% 59.1% 112.0% 9.9% 3.6% 110.7K -5.1M -94.7K 0.15 41.19 N/A N/A 3 0 104 33 2019-02-08 $4542.00 $4500.00 109.5% 31.4% 64.3% 53.0% 101.7% -11.4% 6.9% 107.1K -4.8M -96.3K 0.10 43.35 N/A N/A 6 1 105 33 2019-02-11 $4674.00 $4500.00 117.2% 33.6% 63.9% 60.4% 116.7% 8.4% -15.2% 140.6K -7.1M -100.8K 0.11 20.60 N/A N/A 3 0 110 33 2019-02-12 $4716.00 $4500.00 107.7% 30.9% 59.1% 51.3% 115.6% 9.4% -6.5% 155.4K -7.4M -103.5K 0.76 27.51 N/A N/A 5 4 110 34 2019-02-13 $5016.00 $4500.00 110.3% 31.6% 62.6% 53.9% 110.5% 11.1% -8.6% 131.8K -9.7M -111.6K 0.53 22.72 N/A N/A 4 2 112 35 2019-02-14 $5322.00 $4500.00 118.2% 33.9% 58.2% 61.4% 119.2% 3.7% -10.5% 143.7K -11.8M -116.4K 0.28 14.65 N/A N/A 11 3 114 35 2019-02-15 $5352.00 $4500.00 118.2% 33.9% 58.0% 61.4% 121.0% -1.6% -13.0% 164.4K -11.3M -124.2K 0.81 27.71 N/A N/A 4 3 116 36 2019-02-19 $5928.00 $4500.00 118.0% 33.8% 65.0% 61.2% 121.1% 1.6% -7.2% 203.6K -15.1M -131.9K 0.20 14.22 N/A N/A 5 1 92 22 2019-02-20 $6474.00 $4500.00 124.1% 35.6% 63.4% 67.1% 124.1% 4.2% -17.6% 240.0K -19.5M -141.7K 0.14 14.55 N/A N/A 13 2 95 23 2019-02-21 $6354.00 $4500.00 122.5% 35.1% 64.8% 65.6% 122.4% -2.5% -12.9% 217.7K -15.2M -140.8K 0.35 14.85 N/A N/A 5 2 94 24 2019-02-22 $6492.00 $4500.00 126.6% 36.3% 64.3% 69.6% 125.2% 8.6% -19.6% 226.9K -18.0M -147.1K 0.32 11.46 N/A N/A 4 1 97 24 2019-02-25 $6018.00 $4500.00 132.3% 37.9% 72.5% 75.1% 135.6% -4.3% -19.6% 209.6K -14.2M -135.0K 0.46 11.72 N/A N/A 9 4 99 25 2019-02-26 $5154.00 $6000.00 130.8% 37.5% 91.7% 73.6% 138.4% -10.1% -14.4% 148.4K -8.2M -120.2K 0.43 18.12 N/A N/A 7 3 102 28 2019-02-27 $3672.00 $6000.00 88.2% 25.3% 151.6% 32.5% 123.7% 2.6% 22.1% 46.0K 643.7K -76.6K 0.24 46.23 N/A N/A 21 5 107 30 2019-02-28 $3462.00 $6000.00 86.8% 24.9% 152.3% 31.2% 103.7% 21.6% 49.3% 27.5K 1.7M -63.0K 0.37 22.05 N/A N/A 6 2 108 32
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